+13.4%
SCHW vs MDB
+18.3%
-5.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.7% |
| 7D | -0.8% | -17.4% | +16.6% | +0.3% |
| 30D | +1.5% | -2.0% | +3.5% | +1.3% |
| 3M | +24.6% | -3.0% | +27.6% | +24.0% |
| 6M | +14.5% | +48.7% | -34.1% | +11.0% |
| YTD | +10.5% | -12.1% | +22.6% | +9.8% |
| 1Y | +13.4% | +14.5% | -1.1% | +13.0% |
| All | +13.4% | +18.3% | -5.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling